Stochastic evolution inclusions

Abstract

This work is concerned with an evolution inclusion of a form, in a triple of spaces \V -> H -> V*", where U is a continuous non-decreasing process, M is a locally square-integrable martingale and the operators A (multi-valued) and B satisfy some monotonicity condition, a coercivity condition and a condition on growth in u.

An existence and uniqueness theorem is proved for the solutions, using semi-implicit time-discretization schemes. Examples include evolution equations and inclusions driven by square integrable Levy martingales.